Interest rate swaps and their derivatives : a practitioner's guide /

An up-to-date look at the evolution of interest rate swaps and derivatives. Interest Rate Swaps and Derivatives bridges the gap between the theory of these instruments and their actual use in day-to-day life. This comprehensive guide covers the main "rates" products, including swaps, optio...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Sadr, Amir, 1963-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hoboken, N.J. : Wiley, ©2009.
Colección:Wiley finance series.
Temas:
Interest rate swaps.
Interest rate futures.
Derivative securities.
Échanges de taux d'intérêt.
Marchés à terme de taux d'intérêt.
Instruments dérivés (Finances)
BUSINESS & ECONOMICS > Investments & Securities > Bonds.
Acceso en línea:Texto completo (Requiere registro previo con correo institucional)
Tabla de Contenidos:
  • Interest Rate Swaps and their Derivatives: A Practitioner's Guide; Contents; Preface; "RATES" MARKET; BACKGROUND; BOOK STRUCTURE; ACKNOWLEDGMENTS; About the Author; List of Symbols and Abbreviations; Part I: Cash, Repo, and Swap Markets; Chapter 1 :Bonds: It's All About Discounting; Chapter 2: Swaps: It's Still About Discounting; Chapter 3: Interest Rate Swaps in Practice; Chapter 4: Separating Forward Curve from Discount Curve; Part II: Interest-Rate Flow Options; Chapter 5: Derivatives Pricing: Risk-Neutral Valuation; Chapter 6: Black's World.

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